Overnight-Intraday Weekly Reversal in Interest Rate Futures
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Market Closure and Short-Term Reversal
Pasquale Della Corte; Robert Kosowski; Tianyu Wang
Centre for Economic Policy Research- Centre for Economic Policy Research (CEPR)
- Imperial College Business School
- University of Oxford
Quantitative BioSciences- CEPR (Centre for Economic Policy Research)
- University of Oxford, Oxford-Man Institute of Quantitative Finance
Tsinghua University- Tsinghua University, School of Economics and Management
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